As many posters have already stated, the show sucks, compared to the book series, at conveying the characters' complex motivations. In the books, we have the benefit of internal monologues from first person characters. We can tell what they are thinking.
Thankfully, in the books it's far more clear how Arya feels when she parts ways from The Hound, and it is a long the lines of what Belvis is suggesting. She does look up to him in many aspects, and it is clearly communicated through her behavior and her internal monologue. The show glosses over many of the developments between the two that make this obvious. The most important being her prayer, which Spracne and I have mentioned. Her prayer is quite central to her development as a character throughout the books. The last time she says it on screen The Hound is still included, and she states his name loud enough for him to hear.
Benja is correct in assuming that I think the show does a poor job of portraying the emotionally charged scenes. I don't think there was enough done to establish the relationship between the two, and I don't think it is the fault of either Rory or Maisie. I've been disappointed in how a lot of things have been handled by D&D this season, but it was still the best show on television and the best season in this series so far. I look forward to the next one.
It seems that I've created a quite a mess, and I think that we're on the brink of a flame war over a television show/ book series. So I thought I would go ahead a put that out there.